Don't get me wrong; it's useful to have an AT command which responds with OK. That way we know that we are in the modem's local command mode rather than online.

(More or less; there is the obvious ambiguity of something on the remote end also responding to AT with OK.)

This useful AT just doesn't have to be a prefix of every other command.

  AT
  OK         # I have the attention of the modem)
  DT5553535  # dial this number now that I have your attention)
  DIALING
  CONNECT